Nippon Light Metal Holdings Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.00% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2004 | 16.34 | |
| 0.1146 | 21.65 | |
| 0.8295 | 108.23 |
Estimation Period:
Oct 1, 2012 to Feb 6, 2026
Oct 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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